+117.1%
AMAT vs CRL
-16.7%
+133.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -12.0% |
| 7D | -24.3% | -16.8% | -7.5% | -18.7% |
| 30D | -39.8% | +2.6% | -42.4% | -40.3% |
| 3M | -40.2% | +20.1% | -60.2% | -44.3% |
| 6M | -22.1% | +68.8% | -91.0% | -37.2% |
| YTD | +24.7% | +56.9% | -32.2% | +2.3% |
| 1Y | +33.3% | +86.7% | -53.4% | +1.7% |
| 3Y | +133.9% | +72.1% | +61.8% | +71.4% |
| 5Y | +117.1% | -16.6% | +133.6% | +127.7% |
| All | +117.1% | -16.7% | +133.8% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling